+277.6%
ASTS vs TTMI
+543.3%
-265.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +13.3% | +0.8% | +8.1% |
| 7D | +1.5% | -1.6% | +3.2% | +2.6% |
| 30D | -27.6% | -37.7% | +10.1% | -13.0% |
| 3M | -48.7% | -45.1% | -3.6% | -35.6% |
| 6M | -50.8% | -52.1% | +1.3% | -35.4% |
| YTD | -49.2% | +9.2% | -58.4% | -55.6% |
| 1Y | -46.7% | +12.9% | -59.6% | -53.8% |
| 3Y | +793.2% | +445.5% | +347.7% | +293.4% |
| 5Y | +195.6% | +427.9% | -232.3% | +28.5% |
| All | +277.6% | +543.3% | -265.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling